The Feynman–Kac formula establishes a link between parabolic partial differential equations and stochastic processes in the context of the Schrödinger equation in quantum mechanics. Specifically, the formula provides a solution to the part...
We introduce a quantum model for the universe at its early stages, formulating a mechanism for the expansion of space and matter from a quantum initial condition, with particle interactions and creation driven by algebraic extensions of the Kac&ndash...
This article carries out, for the first time in the scientific literature, an integrated analysis of the variables of knowledge, application, and communication of CSR in an economic sector (in this case, tourism), through the application of a novel m...
Experiments on swelling and solute transport in polymeric systems clearly indicate that the classical parabolic models fail to predict typical non-Fickian features of sorption kinetics. The formulation of moving-boundary transport models for solvent...
The aim of this work is to establish and generalize a relationship between fractional partial differential equations (fPDEs) and stochastic differential equations (SDEs) to a wider class of stochastic processes, including fractional Brownian motions...
We derive a new system of integrable derivative non-linear Schrödinger equations with an L operator, quadratic in the spectral parameter with coefficients belonging to the Kac–Moody algebra
In this review, we present a general framework for the construction of Kac–Moody (KM) algebras associated to higher-dimensional manifolds. Starting from the classical case of loop algebras on a circle
We study the small-radius topology of the Euclidean tube generated by a smooth planar Gaussian path. Let
This research introduces an innovative probabilistic method for examining torsional stress behavior in spherical shell structures through Monte Carlo simulation techniques. The spherical geometry of these components creates distinctive computational...
In this paper, we study collisions of two telegraph particles on a line that are described by telegraph processes between collisions. We obtain an asymptotic estimation of the number of collisions under Kac’s condition for the cases where the d...
This paper studies two new models for a telegraph process: Cox-based and elliptical telegraph processes. The paper deals with the stochastic motion of a particle on a straight line and on an ellipse with random positive velocity and two opposite dire...
The price V of a contingent claim in finance, insurance and economics is defined as an expectation of a stochastic expression. If the underlying uncertainty is modeled as a strong Markov process X, the Feynman–Kac theorem suggests that V is the...
This article introduces the concept of space-time inversion of stochastic Langevin equations as a way of transforming the parametrization of the dynamics from time to a monotonically varying spatial coordinate. A typical physical problem in which thi...
In this paper, we concentrate on the propagation dynamics of stochastic reaction–diffusion equations, including the existence of travelling wave solution and asymptotic wave speed. Based on the stochastic Feynman–Kac formula and compariso...
In this paper, the quantum fluctuations of the relative velocity of constituent solitons in a Gross-Pitaevskii breather are studied. The breather is confined in a weak harmonic trap. These fluctuations are monitored, indirectly, using a two-body corr...
We study how past consumption and health history affect optimal consumption, investment, and insurance in a multi-state life-insurance model. Two one-dimensional indices encode these distinct forms of history. The Habit-index is controlled by consump...
This paper presents a novel approach to modeling the repertoire of the immune system and its adaptation in response to the evolutionary dynamics of pathogens associated with their genetic variability. It is based on application of a dynamic programmi...
This paper is dedicated to the study of the geometric average Asian call option pricing under non-extensive statistical mechanics for a time-varying coefficient diffusion model. We employed the non-extensive Tsallis entropy distribution, which can de...
This paper develops a finite-horizon stochastic optimal harvesting model that links constrained Hamilton-Jacobi-Bellman (HJB) control with a nonlinear Feynman-Kac/BSDE representation. Harvesting effort is bounded, yielding a projected feedback policy...
In this study, we present a novel mathematical framework for pricing financial derivates and modelling asset behaviour by bringing together fractional Brownian motion (fBm), fuzzy logic, and jump processes, all aligned with no-arbitrage principle. In...
Protein hydrolysates (PH) with a degree of hydrolysis (DH) of 5%, 10%, and 13% from two varieties of peanut were prepared using two commercial enzymes, Alcalase and Flavourzyme. The content of essential amino acids (30,290 mg/100 g) and hydrophobic a...
Many problems in the fields of finance and actuarial science can be transformed into the problem of solving backward stochastic differential equations (BSDE) and partial differential equations (PDEs) with jumps, which are often difficult to solve in...
The purpose of this note is to provide a description of the weak convergence of the random resample size bootstrap empirical process. The principal results are used to estimate the sample rank correlation coefficients using Spearman’s and Kenda...
We study the joint moments of occupation times on the legs of a diffusion spider. Specifically, we give a recursive formula for the Laplace transform of the joint moments, which extends earlier results for a one-dimensional diffusion. For a Bessel sp...
A kenaf-derived activated carbon (KAC) for a high-power density supercapacitor was developed in this study through phosphoric acid activation. The N2/77K isothermal adsorption–desorption curve was used to estimate the textural properties of KAC...
Low-carbon technology innovations (LTI) have attracted wide attention due to their effects on reducing carbon emissions, and improving LTI behavior is a kind of beneficial measures on carbon emissions control in enterprise. The current research explo...
Glucose and fructose are widely available and renewable resources. They were used to prepare acetic acid (AA) under the catalysis of potassium acetate (KAc) by thermogravimetric analysis (TGA) and pyrolysis coupled with gas chromatography and mass sp...
Sepsis-induced liver dysfunction (SILD) is a common event and is strongly associated with mortality. Establishing a causative link between protein post-translational modification and diseases is challenging. We studied the relationship among lysine a...
Lysine acetylation (Kac) is a protein post-translational modification (PTM) widely found in plants that plays vital roles in metabolic pathways. Although seed germination and development are regulated by Kac, its potential function in seed ageing rem...
The aim of this study was to optimize the adsorption performance of activated carbon (AC), derived from the shell of Penaeus vannamei prawns, on heavy metal ions. Inexpensive, non-toxic, and renewable prawn shells were subjected to carbonization and,...
This research presents a novel and environmentally friendly approach for the synthesis of multifunctional nanobiocomposites for the efficient removal of toxic heavy metal and dye, as well as the disinfection of wastewater microorganisms. The nanobioc...
We consider a spread financial market defined by the multidimensional Ornstein–Uhlenbeck (OU) process. We study the optimal consumption/investment problem for logarithmic utility functions using a stochastic dynamical programming method. We sho...
The stochastic differential equation (SDE) has been used to model various phenomena and investigate their properties. Conditional moments of stochastic processes can be used to price financial derivatives whose payoffs depend on conditional moments o...
This research article provides criticism and arguments why the canonical framework for derivatives pricing is incomplete and why the delta-hedging approach is not appropriate. An argument is put forward, based on the efficient market hypothesis, why...
In our investigation on quantum gravity, we introduce an infinite dimensional complex Lie algebra
Color can be an indicator of plant health, quality, and productivity, and is useful to researchers to understand plant nutritional content in their studies. Color may be related to chlorophyll content and photosynthetic activity and provides informat...
This paper analyzes a parabolic operator
Forward-backward stochastic differential equations (FBSDEs) have received more and more attention in the past two decades. FBSDEs can be applied to many fields, such as economics and finance, engineering control, population dynamics analysis, and so...
We develop a conditional-moment framework for time-dependent Pearson diffusions modulated by a finite-state continuous-time Markov chain. Using established polynomial preservation, we derive an explicit regime-indexed coefficient hierarchy for the fu...
The cadmium-contaminated water body is a worldwide concern for the environment and toxic to human beings and the removal of cadmium ions from drinking and groundwater sustainably and cost-effectively is important. A novel nano-biocomposite was obtain...
Lysine propionylation (Kpr) is a metabolically coupled lysine acylation that links propionyl-CoA availability to the molecular regulation of gene expression and protein function. Although lysine acetylation (Kac) is the most extensively characterized...
Enhancing the hydrophilicity of polymeric materials is an important step for achieving anti-adhesiveness. Thus, in this study, atmospheric plasma as a pre-treatment was combined with a UV grafting process to obtain a durable surface modification on p...
Fusarium oxysporum is the causal agent of Pokkah Boeng disease (PBD) in sugarcane. Lysine acetylation (Kac) is a dynamic and reversible post-translational modification that plays a critical role in regulating diverse cellular processes. Although Kac...
The Emporia State University (ESU) /Kansas Arts Commission (KAC) Arts in Medicine Partnership exemplifies interdisciplinary collaboration and the capacity of art therapy to impact mental health and well-being. Through the partnership, art therapy ser...
Background & Aims: ARID1A is postulated to be a tumor suppressor gene owing to loss-of-function mutations in human pancreatic ductal adenocarcinomas (PDAC). However, its role in pancreatic pathogenesis is not clear despite recent studies using ge...
Poor braking performance on runways during winter is one of the most significant factors causing runway excursions. The International Civil Aviation Organization (ICAO) proposed a standardized method, named the Global Reporting Format (GRF), to estab...
This article investigates the spectral structure of the evolution operators associated with the statistical description of stochastic processes possessing finite propagation velocity. Generalized Poisson–Kac processes and Lévy walks are...
In this paper, we examine a small set of motion verbs in Turkish bearing the so-called ‘reciprocal’ suffix -(I)ş: kaç-ış- ‘flee in all directions’ (cf. kaç- ‘flee’), koş-uş- &...
This paper presents a roadmap to enable the adoption of the BLUEMED model; an integrated plan developed within the BLUEMED project that promotes underwater cultural heritage (UCH) to both divers and non-divers and aims at sustainable tourism developm...
In this paper, we consider non-linear transformations of classical telegraph process. The main results consist of deriving a general partial differential Equation (PDE) for the probability density (pdf) of the transformed telegraph process, and then...
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